+66.2%
MSFT vs LDOS
+52.0%
+14.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +1.1% | -3.7% | +4.8% | +1.6% |
| 30D | +1.3% | +16.4% | -15.1% | -1.6% |
| 3M | +10.2% | +7.4% | +2.7% | +8.5% |
| 6M | +30.8% | -0.3% | +31.1% | +29.9% |
| YTD | +11.5% | -24.0% | +35.5% | +15.7% |
| 1Y | +6.5% | -29.6% | +36.1% | +12.0% |
| 3Y | +55.5% | +35.1% | +20.3% | +39.1% |
| 5Y | +66.2% | +52.9% | +13.3% | +46.0% |
| All | +66.2% | +52.0% | +14.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling